-
TITLE: Data driven simulation with applications to system identification
-
AUTHORS: Ivan Markovsky, Jan C. Willems, Paolo Rapisarda, and Bart De Moor
-
ABSTRACT: We present an iterative algorithm for computation of linear time-invariant system responses directly from an exact finite input/output trajectory of that system. In particular, the impulse response can be obtained from data, which opens the possibility to use realization theory in order to retrieve the system parameters. The oblique projection, used in subspace identification, computes free responses which initial conditions form a state sequence. We show that the oblique projection corresponds to a block version of the data driven simulation algorithm. The iterative algorithm, however, has computational advantages over the block algorithm, which makes it attractive for application in subspace algorithms.
-
KEYWORDS: Deterministic subspace identification, impulse response estimation, oblique projection.
-
STATUS: In the proceedings of the 16th IFAC World Congress 2005.
-
DATE OF ENTRY: 22 February 2004
@InProceedings{MWRDM05},
author = {I. Markovsky and J. C. Willems and P. Rapisarda and B. De Moor},
title = {Data driven simulation with applications to system identification},
booktitle = {16th IFAC World Congress},
OPTpages = {},
year = {2005},
address = {Prague, Czech Republic}
}